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In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima and minima of a function subject to equation constraints (i.e., subject to the condition that one or more equations have to be satisfied exactly by the chosen values of the variables). [1]
In the case of a line in the plane given by the equation ax + by + c = 0, where a, b and c are real constants with a and b not both zero, the distance from the line to a point (x 0,y 0) is [1] [2]: p.14
For a 2-D Cartesian (trilateration) situation, these restrictions take one of two equivalent forms: The allowable interior angle at P between lines P-C1 and P-C2: The ideal is a right angle, which occurs at distances from the baseline of one-half or less of the baseline length; maximum allowable deviations from the ideal 90 degrees may be ...
where denotes the vector (x 1, x 2). In this example, the first line defines the function to be minimized (called the objective function , loss function, or cost function). The second and third lines define two constraints, the first of which is an inequality constraint and the second of which is an equality constraint.
More generally, the restriction (or domain restriction or left-restriction) of a binary relation between and may be defined as a relation having domain , codomain and graph ( ) = {(,) ():}. Similarly, one can define a right-restriction or range restriction R B . {\displaystyle R\triangleright B.}
The two dimensional Manhattan distance has "circles" i.e. level sets in the form of squares, with sides of length √ 2 r, oriented at an angle of π/4 (45°) to the coordinate axes, so the planar Chebyshev distance can be viewed as equivalent by rotation and scaling to (i.e. a linear transformation of) the planar Manhattan distance.